+37.6%
PPG vs TRMB
-31.2%
+68.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -17.3% | +22.3% | +7.7% |
| 7D | +7.5% | -15.7% | +23.2% | +9.7% |
| 30D | +20.9% | -7.8% | +28.7% | +20.5% |
| 3M | +8.7% | -9.3% | +18.0% | +8.7% |
| 6M | +23.8% | -20.8% | +44.7% | +26.3% |
| YTD | +26.5% | -30.8% | +57.3% | +31.3% |
| 1Y | +37.6% | -31.0% | +68.6% | +42.6% |
| All | +37.6% | -31.2% | +68.8% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling